Trajectory PHD Filter for Adaptive Measurement Noise Covariance Based on Variational Bayesian Approximation

Autor: Xingchen Lu, Dahai Jing, Defu Jiang, Yiyue Gao, Jialin Yang, Yao Li, Wendong Li, Jin Tao, Ming Liu
Jazyk: angličtina
Rok vydání: 2022
Předmět:
Zdroj: Applied Sciences, Vol 12, Iss 13, p 6388 (2022)
Druh dokumentu: article
ISSN: 2076-3417
DOI: 10.3390/app12136388
Popis: In order to solve the problem that the measurement noise covariance may be unknown or change with time in actual multi-target tracking, this paper brings the variational Bayesian approximation method into the trajectory probability hypothesis density (TPHD) filter and proposes a variational Bayesian TPHD (VB-TPHD) filter to obtain measurement noise covariance adaptively. By modeling the unknown covariance as the random matrix that obeys the inverse gamma distribution, VB-TPHD filter minimizes the Kullback–Leibler divergence (KLD) and estimates the sequence of multi-trajectory states with noise covariance matrices simultaneously. We propose the Gaussian mixture VB-TPHD (AGM-VB-TPHD) filter under adaptive newborn intensity for linear Gaussian models and also give the extended Kalman (AEK-VB-TPHD) filter and unscented Kalman (AUK-VB-TPHD) filter in nonlinear Gaussian models. The simulation results prove the effectiveness of the idea that the VB-TPHD filter can form robust and stable trajectory filtering while learning adaptive measurement noise statistics. Compared with the tag-VB-PHD filter, the estimated error of the VB-TPHD filter is greatly reduced, and the estimation of the trajectory number is more accurate.
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